lmtest: Testing Linear Regression Models


> library(lmtest)
Error: package or namespace load failed for 'lmtest'

バージョン: 0.9.34

関数名 概略
ChickEgg Chickens, Eggs, and Causality
Mandible Mandible Data
USDistLag US Macroeconomic Data
bgtest Breusch-Godfrey Test
bondyield Bond Yield
bptest Breusch-Pagan Test
coeftest Testing Estimated Coefficients
coxtest Cox Test for Comparing Non-Nested Models
currencysubstitution Currency Substitution
dwtest Durbin-Watson Test
encomptest Encompassing Test for Comparing Non-Nested Models
ftemp Femal Temperature Data
gqtest Goldfeld-Quandt Test
grangertest Test for Granger Causality
growthofmoney Growth of Money Supply
harvtest Harvey-Collier Test
hmctest Harrison-McCabe test
jocci U.S. Macroeconomic Time Series
jtest J Test for Comparing Non-Nested Models
lrtest Likelihood Ratio Test of Nested Models
moneydemand Money Demand
petest PE Test for Linear vs. Log-Linear Specifications
raintest Rainbow Test
resettest RESET Test
unemployment Unemployment Data
valueofstocks Value of Stocks
wages Wages
waldtest Wald Test of Nested Models